Asymptotically optimal ditiction of a change in a linear model

DOI10.1080/07474949308836279zbMath0793.62043OpenAlexW2073741616MaRDI QIDQ4293729

Qiwei Yao

Publication date: 7 July 1994

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949308836279

zbMATH Keywords

stopping timenormal linear modelasymptotically optimalCUSUM proceduredetection of changechange in the mean value parametersone-sided sequential probability ratio test

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (2)

Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev ⋮ Detecting a change in regression: First-order optimality

Cites Work

• Sequential analysis. Tests and confidence intervals
• Optimal detection of a change in distribution
• Optimal stopping times for detecting changes in distributions
• Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
• A diffusion process and its applications to detecting a change in the drift of Brownian motion
• Testing for a Two-Phase Multiple Regression
• A Renewal Theorem for Random Variables which are Dependent or Non-Identically Distributed
• On Optimum Methods in Quickest Detection Problems
• Inference in Two-Phase Regression
• Procedures for Reacting to a Change in Distribution
• CONTINUOUS INSPECTION SCHEMES

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